Image file not showing in file explorer
Blender automatically adds filters based on the context of where you're adding/searching for files (in the movie clip editor, it'll only show files with movie file extensions, for example).

To disable the filters (in 2.81, might be different in earlier versions), at the top of the Blender file explorer, there should be a filter icon.  Click it and uncheck the "Filter" box.  A test to see if .jpeg isn't recognized by Blender is just to change the file's extension to .jpg and see if it pops up after refreshing.